Why did you say 040 instead of 020 or 030 or 060?
Most ppl have their cpu set to 020 or 030 in WinUAE for maximum compatibility and speed. So why do you suggest 040?
At least in the past 040 emulation was the best option when developing for the 060, might have changed since.
Without JIT WInUAE runs at the speed of a 1Mhz a500 if I am lucky. Less if I am unlucky. So I -always- have JIT on all the time. Turning it off is unbearable.
Well, on my Pentium4 running stuff without JIT is surely slow, but not 1MHz A500 slow

I also use JIT all the time, and it makes a huge difference for me, even on my old netbook. The speeds I get are way beyond anything an 060 Amiga can produce, including diskaccess. Which is why I wondered if you have it turned on, considering your loadingtimes don't differ that much.
May I ask what your host system is?